Generalized Linear Quadratic Control
Name
Gattami-2010-Generalized Linear Quadratic Control.pdf
Size
235.98 KB
Format
Adobe PDF
Checksum (MD5)
0681dd3c16a912d53fa3456481ba20aa
Author(s)
Gattami, Ather Said
Date Issued
January 2010
Journal
IEEE Transactions on Automatic Control
Publisher
Institute of Electrical and Electronics Engineers
Citation
Gattami, A. “Generalized Linear Quadratic Control.” IEEE Transactions on Automatic Control 55.1 (2010): 131–136. Web. © 2010 IEEE.
Version
Final published version
Abstract
We consider the problem of stochastic finite- and infinite-horizon linear quadratic control under power constraints. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this technical note. A numerical example is solved using the new methods.
MIT Department
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/tac.2009.2033736
